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Re: [Help-gsl] Numerical integration


From: Jonny Taylor
Subject: Re: [Help-gsl] Numerical integration
Date: Mon, 7 Sep 2009 11:21:25 +0100

Thankyou Brian and Inigo for your replies. I will give that method a try, but I think I have come up with a fairly satisfactory home-grown solution that applies Simpson's rule to the "envelope" function, but integrates by parts to solve the carrier wave part analytically. That turns out to be quite a useful way of doing it, because for various reasons it is much more convenient if I sample the envelope function at _regular_ intervals rather than adaptively.
Thanks again for your help
Jonny

On 4 Sep 2009, at 13:35, Brian Gough wrote:

At Wed, 2 Sep 2009 11:23:53 +0100,
Jonny Taylor wrote:
I feel that because of this specific form there ought to be some
sort of shortcut or special technique that could separate out the
"carrier wave", so that effectively all that needs to be sampled is
the slowly-varying envelope. Can anyone suggest a suitable technique
that I could use for this? (ideally one implemented in GSL, but I
can code it up from scratch if required).

gsl_integration_qawo handles this type of problem.

--
Brian Gough





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